+363.8%
ALL vs ARMK
+131.1%
+232.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.4% |
| 7D | -3.9% | +0.9% | -4.8% | -4.2% |
| 30D | +10.6% | -0.4% | +11.0% | +10.4% |
| 3M | -4.6% | -2.0% | -2.6% | -4.6% |
| 6M | +20.2% | +22.0% | -1.8% | +13.5% |
| YTD | +23.7% | +49.6% | -25.9% | +10.6% |
| 1Y | +27.9% | +46.4% | -18.5% | +14.9% |
| 3Y | +109.2% | +103.2% | +5.9% | +70.9% |
| 5Y | +148.0% | +108.1% | +39.9% | +98.3% |
| 10Y | +363.8% | +129.4% | +234.3% | +264.8% |
| All | +363.8% | +131.1% | +232.7% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling